Machine Learning With Go

Auto-regressive moving averages and other time series models

The model that we tried earlier was a relatively simple pure auto-regressive model. However, we are not stuck with using auto-regression or pure auto-regression alone in our time series models. As with other classes of machine learning models covered in this book, there is a whole zoo of time series techniques, and we cannot cover them all here. However, we did want to mention a few notable techniques that you could explore as you follow up on this material.

Auto-regressive models are often combined with models called moving average models. When these are combined, they are often referred to as auto-regressive moving average (ARMA) or auto-regressive integrated moving average ( ...